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Ditemukan 1 dari pencarian Anda melalui kata kunci: author="Paul, Wolfgang"
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Stochastic processes : from Physics to Finance
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Paul, WolfgangBaschnagel, Jörg

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their m…

Edisi
2nd edition
ISBN/ISSN
9783319003276
Deskripsi Fisik
xiii, 280 hlm. : il.
Judul Seri
-
No. Panggil
E1642